AUBANK
Au Small Finance Bank Ltd
Historical option data for AUBANK
22 Sep 2025 08:00 PM IST
| AUBANK 30SEP2025 630 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 706.05 | 125.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 718.70 | 125.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 719.65 | 125.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 706.65 | 125.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Au Small Finance Bank Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 CE is -
Historical price for 630 CE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 125.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 125.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 125.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 125.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AUBANK 30SEP2025 630 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.04
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 706.05 | 0.25 | -0.15 | 38.08 | 3 | 0 | 64 |
| 21 Sept | 718.70 | 0.4 | 0 | 38.37 | 12 | 4 | 63 |
| 18 Sept | 719.65 | 0.35 | -1.65 | 37.09 | 9 | -5 | 61 |
| 14 Sept | 706.65 | 0.7 | 0.05 | 30.70 | 8 | 1 | 68 |
For Au Small Finance Bank Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 PE is -0.02
Historical price for 630 PE is as follows
On 22 Sept AUBANK was trading at 706.05. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 38.08, the open interest changed by 0 which decreased total open position to 64
On 21 Sept AUBANK was trading at 718.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 38.37, the open interest changed by 4 which increased total open position to 63
On 18 Sept AUBANK was trading at 719.65. The strike last trading price was 0.35, which was -1.65 lower than the previous day. The implied volatity was 37.09, the open interest changed by -5 which decreased total open position to 61
On 14 Sept AUBANK was trading at 706.65. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 30.70, the open interest changed by 1 which increased total open position to 68
